| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
10,785.75 |
11,033.50 |
247.75 |
2.3% |
11,104.00 |
| High |
11,071.50 |
11,051.50 |
-20.00 |
-0.2% |
11,183.75 |
| Low |
10,777.50 |
10,855.50 |
78.00 |
0.7% |
10,758.75 |
| Close |
11,032.75 |
11,022.25 |
-10.50 |
-0.1% |
11,022.25 |
| Range |
294.00 |
196.00 |
-98.00 |
-33.3% |
425.00 |
| ATR |
300.17 |
292.73 |
-7.44 |
-2.5% |
0.00 |
| Volume |
470,004 |
462,484 |
-7,520 |
-1.6% |
2,067,859 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,564.50 |
11,489.25 |
11,130.00 |
|
| R3 |
11,368.50 |
11,293.25 |
11,076.25 |
|
| R2 |
11,172.50 |
11,172.50 |
11,058.25 |
|
| R1 |
11,097.25 |
11,097.25 |
11,040.25 |
11,037.00 |
| PP |
10,976.50 |
10,976.50 |
10,976.50 |
10,946.25 |
| S1 |
10,901.25 |
10,901.25 |
11,004.25 |
10,841.00 |
| S2 |
10,780.50 |
10,780.50 |
10,986.25 |
|
| S3 |
10,584.50 |
10,705.25 |
10,968.25 |
|
| S4 |
10,388.50 |
10,509.25 |
10,914.50 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,263.25 |
12,067.75 |
11,256.00 |
|
| R3 |
11,838.25 |
11,642.75 |
11,139.00 |
|
| R2 |
11,413.25 |
11,413.25 |
11,100.25 |
|
| R1 |
11,217.75 |
11,217.75 |
11,061.25 |
11,103.00 |
| PP |
10,988.25 |
10,988.25 |
10,988.25 |
10,931.00 |
| S1 |
10,792.75 |
10,792.75 |
10,983.25 |
10,678.00 |
| S2 |
10,563.25 |
10,563.25 |
10,944.25 |
|
| S3 |
10,138.25 |
10,367.75 |
10,905.50 |
|
| S4 |
9,713.25 |
9,942.75 |
10,788.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,183.75 |
10,758.75 |
425.00 |
3.9% |
248.50 |
2.3% |
62% |
False |
False |
520,476 |
| 10 |
11,491.50 |
10,758.75 |
732.75 |
6.6% |
266.50 |
2.4% |
36% |
False |
False |
580,135 |
| 20 |
12,354.75 |
10,758.75 |
1,596.00 |
14.5% |
292.25 |
2.7% |
17% |
False |
False |
430,439 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.6% |
296.50 |
2.7% |
17% |
False |
False |
216,037 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
16.0% |
324.75 |
2.9% |
24% |
False |
False |
144,358 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
22.3% |
331.00 |
3.0% |
17% |
False |
False |
108,408 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
30.2% |
313.25 |
2.8% |
13% |
False |
False |
86,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,884.50 |
|
2.618 |
11,564.75 |
|
1.618 |
11,368.75 |
|
1.000 |
11,247.50 |
|
0.618 |
11,172.75 |
|
HIGH |
11,051.50 |
|
0.618 |
10,976.75 |
|
0.500 |
10,953.50 |
|
0.382 |
10,930.25 |
|
LOW |
10,855.50 |
|
0.618 |
10,734.25 |
|
1.000 |
10,659.50 |
|
1.618 |
10,538.25 |
|
2.618 |
10,342.25 |
|
4.250 |
10,022.50 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,999.25 |
10,986.50 |
| PP |
10,976.50 |
10,950.75 |
| S1 |
10,953.50 |
10,915.00 |
|